Noba, Kei

1. On optimal periodic dividend strategies for Lévy risk processes
   2017/08/04 by Noba, Kei, Pérez, José-Luis, Yamazaki, Kazutoshi +1 · 2 citations
   #60G51 #91B30 #93E20 #FOS: Economics and business #FOS: Mathematics #Mathematical Finance (q-fin.MF) #Optimization and Control (math.OC) #Probability (math.PR)
2. On singular control for Lévy processes
   2020/08/07 by Kei Noba, Kazutoshi Yamazaki, Noba, Kei +1 · 1 citation
   Decision Sciences · Economics, Econometrics and Finance · Social Sciences · #Probability and Risk Models #Stochastic processes and financial applications #Insurance, Mortality, Demography, Risk Management
3. On Boolean selfdecomposable distributions
   2022/06/10 by Hasebe, Takahiro, Noba, Kei, Sakuma, Noriyoshi +1 · 1 citation
   #46L54 #60E07 #FOS: Mathematics #Probability (math.PR)
4. On optimal periodic dividend and capital injection strategies for spectrally negative Lévy models
   2017/12/30 by Kei Noba, José Luis Pérez, Noba, Kei +5 · 1 citation
   Decision Sciences · Economics, Econometrics and Finance · Mathematics · #FOS: Mathematics #Probability (math.PR) #Probability and Risk Models #Stochastic processes and financial applications #Stochastic processes and statistical mechanics